Level from Federal Home Loan Bank SEC form 10-Q. Series is calculated as the sum of available for sale securities, amortized, mortgage-backed securities: other US obligations residential MBS and other US obligations commercial MBS available for sale securities, fair value, mortgage-backed securities: GSEs residential MBS ; available for sale securities, fair value, mortgage-backed securities: GSEs commercial MBS ; held to maturity securities, fair value, mortgage-backed securities: Other US obligations residential MBS and Other US Obligations Commercial MBS ; held to maturity securities, fair value, mortgage-backed securities: GSEs residential MBS and GSEs commercial MBS trading securities, fair value: other US obligations residential MBS ; trading securities, fair value: GSEs residential MBS ; and trading securities, fair value: GSEs commercial MBS . Transactions are calculated as the change in the corresponding book value. Data for the most recent ten years show no significant seasonality. Data begin in 2009:Q1.
Last edited on: 03/09/2021